Why does JBT use the different Position Sizing in differemt modes?

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just4look

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Feb 15, 2015, 1:52:19 PM2/15/15
to jbook...@googlegroups.com
In PortfolioManager, there is code

    public int getSize(Strategy strategy) {
        Mode mode = dispatcher.getMode();
        if (mode == Mode.BackTest || mode == Mode.Optimization) {
            return 1;
        }
        int maxOpenPositions = strategy.getMaxOpenPositions();
 
        ..........

Why does JBT use the different Position Sizing in differemt modes?

Thanks


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